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Bernardo da Veiga

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Personal Details

First Name:Bernardo
Middle Name:
Last Name:da Veiga
Suffix:
RePEc Short-ID:pda364
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Location: Perth, Australia
Homepage: http://business.curtin.edu.au/schools/economics_finance/
Email:
Phone: +61 8 9266 7756
Fax: +61 8 9266 3026
Postal: GPO Box U1987, Perth 6845, Western Australia
Handle: RePEc:edi:securau (more details at EDIRC)
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  1. Bernardo da Veiga & Felix Chan & Michael McAleer, 2009. "It Pays to Violate: How Effective are the Basel Accord Penalties?," CIRJE F-Series CIRJE-F-683, CIRJE, Faculty of Economics, University of Tokyo.
  2. Michael McAleer & Bernardo da Veiga & Suhejla Hoti, 2009. "Value-at-Risk for Country Risk Ratings," CIRJE F-Series CIRJE-F-659, CIRJE, Faculty of Economics, University of Tokyo.
  3. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Risk Management of Daily Tourist Tax Revenues for the Maldives," Working Papers 2005.137, Fondazione Eni Enrico Mattei.
  4. Michael McAleer & Riaz Shareef & Bernardo da Veiga, 2005. "Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives," DEA Working Papers 11, Universitat de les Illes Balears, Departament d'Economía Aplicada.
  1. Michael McAleer & Bernardo da Veiga, 2008. "Single-index and portfolio models for forecasting value-at-risk thresholds," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(3), pages 217-235.
  2. da Veiga, Bernardo & Chan, Felix & McAleer, Michael, 2008. "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 453-475, September.
  3. Michael Mcaleer & Bernardo da Veiga, 2008. "Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 1-19.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2009-11-27. Author is listed
  2. NEP-FIN: Finance (1) 2005-12-09. Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-09-19. Author is listed
  4. NEP-REG: Regulation (1) 2009-11-27. Author is listed
  5. NEP-RMG: Risk Management (3) 2005-12-09 2009-09-19 2009-11-27. Author is listed
  6. NEP-TUR: Tourism Economics (2) 2005-12-09 2006-04-08. Author is listed

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